470-471 / 537
ABC Company Retirement Plan
AB Global Bond Advisor - ANAYX
Monitoring Rating: Pass
Objective
The investment seeks to generate current income consistent
with preservation of capital. The fund invests at least 80% of
its net assets in fixed-income securities. It invests significantly
in fixed-income securities of non-U.S. companies. The fund
normally invests in the fixed-income securities of companies
located in at least three countries. It may invest in a broad
range of fixed-income securities in both developed and
emerging markets. The fund may invest across all fixed-income
sectors, including U.S. and non-U.S. government and corporate
debt securities.
Statistics
Inception Date
03/27/1992
Manager Tenure
25.33
Assets($1000s)
$6,617,568
Net Exp Ratio
0.58
12b-1 Fees
-
Average Mkt Cap($1000s)
-
# of Holdings
893
% of Assets in Top 10
21.86
Risk Characteristics
ANAYX Cat Avg
3 Yr Std Dev
2.71 5.08
5 Yr Std Dev
2.96 4.92
5 Yr Beta
0.38 0.49
5 Yr Alpha
3.17 2.01
5 Yr Sharpe
1.16 0.44
5 Yr Information Ratio
0.76 0.46
5 Yr Tracking Error
3.74 4.97
5 Yr Upside Capture
62.27 60.10
5 Yr Downside Capture
8.90 37.76
5 Yr Batting Avg
0.60 0.57
Excess Returns vs. Category/Index
vs BBgBarc Global Aggregate TR USD
vs Category Avg
5
0
-5
10-Yr
5-Yr
3-Yr
12-Month
3-Month
1.57
2.84
4.09
4.17
-1.23
1.24
1.90
3.43
0.10
-0.71
Calendar Year Performance
2012
2013
2014
2015
2016
ANAYX
7.35
-1.88
7.37
0.66
5.77
Cat Avg
8.53
-2.11
1.88
-4.01
3.79
Index
4.32
-2.60
0.59
-3.15
2.09
Cat Rank
57
42
9
5
25
Fixed Income Style
Quality
Duration
Maturity
Yield
ANAYX
BBB
6.13
8.45
3.00
Cat Avg
BBB
5.24
7.71
3.53
Sector Allocation vs. Category
20
10
0
-10
-20
Government
Municipal
Corporate
Securitized
Cash&Equivalents
Derivatives
12.25
-0.30
-7.33
2.42
-5.10
1.65
+/-Category Avg
Asset Allocation
Other (1.53%)
Non-US Bonds (60.61%)
US Bonds (37.66%)
Non-US Stocks (0.05%)
US Stocks (0.09%)
Cash (0.06%)